Evrydiki — Est. Cyprus
Systematic returns from
markets that don’t behave.
A boutique systematic trading firm. Algorithmic models, risk-first execution, governed by process. Engaged by selection.
01 — Approach
Markets are wild — so execution must be engineered. We build rule-based strategies for liquid futures, size positions with fractional Kelly logic under strict drawdown limits, and route every trade through automated execution. Human oversight supervises the system; it does not override it.
02 — Selected research
May 2026
Paper
Mandelbrot–Kelly: from theory to position sizing
Adapting fractional Kelly under L-stable return distributions.
April 2026
Note
Why we fit L-stable distributions to liquid futures
Empirical tail behaviour and the limits of Gaussian risk models.
April 2026
Note
Drawdown as a first-class design variable
How portfolio-, instrument-, and daily-level limits compose.
By selection
Evrydiki engages a small number of qualified investors. We review every request and respond when there is a fit.